0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover135.19%IV2.19%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3859Delta0.0862Gamma45.55Leverage Ratio-0.9454Theta0.0007Rho17.58Eff Leverage0.0126Vega